Access Statistics for Lucio Sarno

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Country Financial Accelerator: Evidence from North America and Europe 0 0 0 166 0 0 1 625
An Economic Evaluation of Empirical Exchange Rate Models 0 0 0 413 0 2 3 784
Arbitrage in the Foreign Exchange Market: Turning on the Microscope 0 1 2 153 1 5 14 585
Arbitrage in the Foreign Exchange Market: Turning on the Microscope 0 0 0 306 0 0 0 1,112
Arbitrage in the foreign exchange market: Turning on the microscope 0 0 0 467 1 1 1 1,768
Assessing the benefits of international portfolio diversification in bonds and stocks 1 1 2 315 1 1 2 1,310
Asset Prices and International Spillovers: An Empirical Investigation 0 0 0 54 0 0 0 205
Asset Prices, Exchange Rates and the Current Account 0 0 0 52 0 0 2 234
Asset prices, exchange rates and the current account 0 0 0 378 0 2 2 968
Asset prices, exchange rates and the current account 0 0 0 131 0 0 3 321
Business Cycles and Currency Returns 0 0 0 24 0 0 2 89
Business Cycles and Currency Returns 0 0 0 48 0 0 2 161
Carry Trades and Global FX Volatility 0 0 1 424 1 6 11 1,008
Carry Trades and Global Foreign Exchange Volatility 1 1 1 254 2 4 7 570
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 62 0 0 0 294
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 56 0 0 0 209
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 65 0 0 0 205
Comparing the Accuracy of Density Forecasts from Competing Models 0 0 0 0 0 0 0 340
Currency Momentum Strategies 0 0 2 279 0 3 20 1,514
Currency Momentum Strategies 0 0 2 148 0 0 6 522
Currency Momentum Strategies 0 1 3 102 2 3 12 433
Currency Premia and Global Imbalances 1 1 2 109 1 1 5 345
Currency Risk Premia Redux 0 0 2 6 1 3 10 23
Currency Value 0 0 0 111 1 2 2 177
Currency risk premiums redux? 0 0 0 7 1 1 6 18
Does the law of one price hold in international financial markets? Evidence from tick data 0 0 0 98 0 0 0 254
European Capital Flows and Regional Risk 0 0 0 0 0 0 0 382
Exchange Rate Forecasting, Order Flow and Macroeconomic Information 0 0 1 174 2 3 6 523
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 0 0 0 261 0 0 2 621
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 174 0 0 3 393
Exchange Rates and Sovereign Risk 0 1 1 16 0 1 5 48
Exchange rate forecasting, order flow and macroeconomic information 0 1 1 299 0 1 3 642
Federal Funds Rate Prediction 0 0 0 207 1 1 5 1,930
Federal Funds Rate Prediction 0 0 0 482 0 0 1 6,430
Federal funds rate prediction 0 0 0 329 0 1 2 1,546
Foreign Exchange Intervention: A New Database 0 2 3 41 0 2 4 137
Foreign Exchange Risk and the Predictability of Carry Trade Returns 0 1 1 151 0 1 3 342
Foreign Exchange Volume 1 1 2 13 1 1 7 51
Foreign currency lending 0 0 0 44 0 0 3 271
Foreign exchange intervention: A new database 0 0 2 5 0 0 6 16
Foreign exchange intervention: A new database 0 0 2 57 0 0 5 80
Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation 0 0 0 0 0 0 0 591
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads 0 0 0 635 1 3 8 1,524
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads 0 0 0 0 0 1 2 2
How well do monetary fundamentals forecast exchange rates? 0 0 4 821 0 0 6 2,511
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 1 135 0 0 4 484
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 0 0 365 0 0 0 519
Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes 0 0 0 1 0 0 1 400
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 213 0 0 2 598
Monetary Policy Rules, Asset Prices and Exchange Rates 0 0 0 238 0 0 6 644
Monetary policy and learning in an open economy 0 0 0 148 0 0 0 439
Monetary policy and learning in an open economy 0 0 0 19 0 0 0 137
New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market 0 0 0 174 0 0 1 384
Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study 0 0 0 289 1 1 1 920
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 0 0 0 133 0 0 1 410
Non-Standard Errors 0 2 3 44 2 7 42 440
Non-Standard Errors 0 0 1 27 3 5 28 150
Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 0 0 0 203 0 0 3 694
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation 0 0 0 82 1 1 3 339
Nonlinear Exchange Rate Models: A Selective Overview 0 0 1 348 0 0 2 527
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 0 0 0 953 0 0 3 2,029
Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 303 0 0 1 690
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 161 0 0 2 462
Nonstandard Errors 0 1 3 3 0 6 20 20
Nonstandard errors 0 0 5 11 2 3 33 47
Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? 2 2 4 927 2 2 14 2,351
Properties of Foreign Exchange Risk Premia 0 1 1 151 0 3 5 420
Properties of Foreign Exchange Risk Premiums 0 0 1 81 1 1 3 260
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 0 2 166
Purchasing Power Parity and the Real Exchange Rate 1 1 4 1,198 2 4 9 3,800
Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion 0 0 0 0 0 0 2 850
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK 0 0 0 0 0 1 1 698
Risks and Risk Premia in the US Treasury Market 0 0 0 0 0 0 1 1
Risky Bank Guarantees 0 0 0 14 0 0 2 68
Risky bank guarantees 0 0 1 22 0 0 1 49
Saving-Investment Correlations: Transitory versus Permanent 0 0 0 0 0 0 0 482
Spot and Forward Volatility in Foreign Exchange 0 0 1 576 1 1 9 1,855
The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period 0 0 1 389 0 0 3 1,336
The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation 0 0 0 564 0 0 0 3,172
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 125 0 0 1 427
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value 0 0 0 108 0 0 3 461
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 1 522 1 2 5 1,314
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 298 0 2 4 802
The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence 0 0 0 219 0 0 2 604
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 0 1 114 0 0 5 222
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 0 1 43 1 1 2 171
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 0 246 1 1 7 624
The Scapegoat Theory of Exchange Rates: The First Tests 0 0 0 58 0 0 1 259
The Scapegoat Theory of Exchange Rates: The First Tests 0 0 1 63 0 0 2 221
The Term Structure Of Euromarket Interest Rates: Some New Evidence 0 0 0 194 0 0 2 296
The cost of foreign-currency lending 0 0 0 0 0 0 3 16
The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation 0 0 0 527 1 2 2 2,133
The efficient market hypothesis and identification in structural VARs 0 0 0 253 0 0 0 884
The empirical failure of the expectations hypothesis of the term structure of bond yields 0 0 0 383 0 0 0 815
The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value 0 0 0 222 0 0 0 749
The scapegoat theory of exchange rates: the first tests 0 0 0 34 1 2 3 161
The scapegoat theory of exchange rates: the first tests 0 0 0 89 0 0 1 432
Volatility Risk Premia and Exchange Rate Predictability 0 1 1 65 2 4 4 183
What Do Stock Markets Tell Us About Exchange Rates? 0 0 0 43 0 0 4 121
What Drives International Portfolio Flows? 0 0 0 102 1 2 8 272
What do stock markets tell us about exchange rates? 0 0 1 88 0 1 4 168
What's unique about the federal funds rate? evidence from a spectral perspective 0 0 0 114 0 0 2 578
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 0 0 1 133 0 0 5 267
When is foreign exchange intervention effective? Evidence from 33 countries 1 1 2 99 1 1 13 181
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 0 0 3 271
Total Working Papers 8 20 70 20,014 41 102 473 70,587
3 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A century of equity premium predictability and the consumption-wealth ratio: An international perspective 0 0 0 92 0 2 6 315
A cross-country financial accelerator: Evidence from North America and Europe 0 0 0 96 0 0 0 255
Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991 1 1 1 88 1 1 1 311
An Economic Evaluation of Empirical Exchange Rate Models 0 1 4 128 0 2 10 305
An empirical investigation of asset price bubbles in Latin American emerging financial markets 0 0 0 186 0 0 0 522
Arbitrage in the foreign exchange market: Turning on the microscope 5 8 18 391 6 18 56 1,427
Asset prices, exchange rates and the current account 0 0 0 119 0 3 4 391
Business cycles and currency returns 0 2 5 43 0 4 14 148
CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY 0 0 0 32 0 0 1 157
Capital Flows to Developing Countries: Long- and Short-Term Determinants 0 0 0 4 0 3 8 1,423
Carry Trades and Global Foreign Exchange Volatility 0 1 5 210 1 6 23 638
Comparing the accuracy of density forecasts from competing models 0 0 0 87 0 0 0 270
Composantes permanente et transitoire de l'épargne et de l'investissement: une étude empirique des flux internationaux de capitaux au Japon 0 0 0 4 0 0 1 59
Currency Premia and Global Imbalances 0 2 3 99 0 3 8 395
Currency Risk Premiums Redux 0 0 1 2 1 1 3 9
Currency Value 0 1 2 78 0 1 12 255
Currency momentum strategies 3 4 14 411 6 13 53 1,346
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 1 1 6 190 2 5 14 464
Does the law of one price hold in international financial markets? Evidence from tick data 0 0 1 123 0 0 5 597
Empirical exchange rate models and currency risk: some evidence from density forecasts 0 0 3 128 0 1 7 286
Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison 0 0 0 1 0 0 0 4
European Capital Flows and Regional Risk 0 0 1 81 0 1 2 318
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 1 1 211 1 5 9 549
Exchange Rates and Sovereign Risk 0 1 5 7 1 5 12 25
Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation 0 0 1 33 0 0 2 180
Exchange rate and interest rate volatility in the European Monetary System: some further results 0 0 0 49 1 1 4 171
Exchange rate forecasting, order flow and macroeconomic information 1 2 4 313 4 6 18 908
Exchange rates and fundamentals: evidence on the economic value of predictability 0 0 2 237 0 4 13 629
Federal Funds Rate Prediction 0 0 0 0 0 1 6 843
Foreign Exchange Intervention: A New Database 2 2 7 10 4 5 19 36
Foreign Exchange Volume 0 0 4 10 2 2 12 39
Foreign exchange risk and the predictability of carry trade returns 0 0 2 52 0 2 10 190
Global liquidity risk in the foreign exchange market 0 0 1 82 0 0 5 397
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation 0 1 1 335 0 1 3 1,018
How the Subprime Crisis went global: Evidence from bank credit default swap spreads 0 1 3 146 1 3 8 516
How well do monetary fundamentals forecast exchange rates? 0 0 2 710 0 1 6 1,949
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 1 2 137
International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum 0 0 0 289 0 2 4 1,088
Mean reversion in stock index futures markets: A nonlinear analysis 0 0 0 5 0 0 4 36
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 0 1 0 0 2 8
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 1 232 0 0 4 718
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 158 0 0 1 545
Monetary Policy Rules, Asset Prices, and Exchange Rates 0 0 1 46 1 2 6 168
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests 0 0 0 518 0 0 5 1,130
New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market 0 0 0 0 1 1 1 11
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation 0 0 0 1 0 0 0 6
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 0 0 0 1 0 0 1 288
Nonlinear Exchange Rate Models: A Selective Overview 0 0 0 25 1 2 18 147
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles 0 0 0 2 0 2 4 806
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study 0 0 0 249 0 1 3 702
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 76 0 0 2 262
Nonstandard Errors 1 7 29 38 4 17 107 127
Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? 1 2 8 1,070 1 4 45 2,708
Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity 0 0 0 142 0 0 0 497
Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis 0 0 0 177 0 0 0 795
Properties of foreign exchange risk premiums 0 0 1 92 0 0 4 296
Purchasing Power Parity and the Real Exchange Rate 0 4 18 1,992 2 9 41 4,749
Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis 0 0 1 290 0 1 4 767
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K 0 0 0 111 1 2 3 276
Real exchange rate behavior in the Middle East: a re-examination 0 0 0 62 0 0 3 253
Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 0 0 0 149 0 0 2 395
Real exchange rates under the recent float: unequivocal evidence of mean reversion 0 0 0 120 0 0 3 359
Risks and risk premia in the US Treasury market 0 0 2 5 1 3 9 14
Risky bank guarantees 0 0 1 19 2 2 6 76
Savings-Investment Correlations: Transitory versus Permanent 0 0 0 0 0 1 2 401
Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison 0 0 0 2 0 0 2 9
Special issue on advances in international money, macro and finance 0 0 0 44 0 0 1 138
Speculative Bubbles in U.K. House Prices: Some New Evidence 0 0 1 4 0 0 4 13
Spot and forward volatility in foreign exchange 1 1 3 144 1 2 10 521
Stochastic growth: Empirical evidence from the G7 countries 0 0 1 11 0 0 2 141
Systematic sampling and real exchange rates 0 0 0 24 0 0 0 88
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 66 0 0 5 267
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? 0 0 0 58 0 0 0 193
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? 0 0 0 1 0 1 2 18
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 0 1 115 0 0 11 377
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 1 160 0 0 2 523
The behavior of US public debt: a nonlinear perspective 0 0 0 127 0 0 3 366
The behavior of real exchange rates during the post-Bretton Woods period 0 1 3 414 0 6 13 1,130
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation 0 1 1 13 0 1 3 54
The cost of foreign-currency lending 0 0 0 8 2 2 9 42
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation 0 0 1 284 0 1 9 1,120
The economic value of predicting bond risk premia 0 0 1 37 1 4 6 123
The efficient market hypothesis and identification in structural VARs 0 1 1 163 8 10 10 900
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value 0 0 1 201 0 0 4 698
The market for lemmings: The herding behavior of pension funds 0 0 1 32 0 0 4 133
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 0 0 3 335 1 2 8 927
The scapegoat theory of exchange rates: the first tests 0 2 2 90 1 4 6 339
The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence 0 0 0 8 0 1 1 28
Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers 0 0 1 9 0 0 4 31
Timing exchange rates using order flow: The case of the Loonie 0 0 0 36 0 0 2 149
Toward a new paradigm in open economy modeling: where do we stand? 0 0 1 26 0 1 4 93
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? 0 0 1 387 0 4 12 788
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? 0 0 1 5 0 2 6 26
Volatility risk premia and exchange rate predictability 0 2 4 120 4 11 22 408
What Do Stock Markets Tell Us about Exchange Rates? 0 1 3 33 0 2 13 134
What drives international portfolio flows? 0 1 3 69 0 2 12 207
What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* 0 0 0 30 0 0 1 175
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 1 3 11 128 2 6 31 520
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 0 1 3 7 0 2 7 18
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 2 60 0 1 9 170
Total Journal Articles 17 56 210 13,925 66 215 879 45,977
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Economics of Exchange Rates 0 0 0 0 3 13 48 763
Total Books 0 0 0 0 3 13 48 763


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003 0 0 0 0 1 1 1 1
Total Chapters 0 0 0 0 1 1 1 1


Statistics updated 2025-07-04